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Improved recursions for some compound poisson distributions

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  • De Pril, Nelson

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  • De Pril, Nelson, 1986. "Improved recursions for some compound poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 5(2), pages 129-132, April.
    • Handle: RePEc:eee:insuma:v:5:y:1986:i:2:p:129-132
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    Cited by:

    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Chadjiconstantinidis, Stathis & Pitselis, Georgios, 2009. "Further improved recursions for a class of compound Poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 278-286, April.
    3. Hipp, Christian, 2006. "Speedy convolution algorithms and Panjer recursions for phase-type distributions," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 176-188, February.

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